expexp1(VGAM)
expexp1()所属R语言包:VGAM
Exponentiated Exponential Distribution
幂指数分布
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimates the two parameters of the exponentiated exponential distribution by maximizing a profile (concentrated) likelihood.
估计这两个参数的幂指数分布,最大化配置文件(浓缩型)的可能性。
用法----------Usage----------
expexp1(lscale = "loge", escale = list(), iscale = NULL, ishape = 1)
参数----------Arguments----------
参数:lscale
Parameter link function for the (positive) scale parameter. See Links for more choices.
的(正)scale参数参数链接功能。见Links更多的选择。
参数:escale
List. Extra argument for the link. See earg in Links for general information.
列表。额外的参数的链接。见earg中Links的一般信息。
参数:iscale
Initial value for the scale parameter. By default, an initial value is chosen internally using ishape.
的初始值scale参数。默认情况下,初始值是内部选择使用ishape。
参数:ishape
Initial value for the shape parameter. If convergence fails try setting a different value for this argument.
的初始值shape参数。如果收敛失败的话请尝试把此参数设置不同的值。
Details
详细信息----------Details----------
See expexp for details about the exponentiated exponential distribution. This family function uses a different algorithm for fitting the model. Given scale, the MLE of shape can easily be solved in terms of scale. This family function maximizes a profile (concentrated) likelihood with respect to scale. Newton-Raphson is used, which compares with Fisher scoring with expexp.
见expexp的幂指数分布的详细信息。这间家庭功能使用不同的算法拟合模型。鉴于scale,MLEshape可以很容易地得到解决在scale方面。这间家庭功能最大化的配置文件(浓缩)的可能性就到scale。牛顿 - 拉夫逊,与费舍尔得分expexp。
值----------Value----------
An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm and vgam.
类的一个对象"vglmff"(见vglmff-class)。该对象被用于建模功能如vglm和vgam。
警告----------Warning ----------
The standard errors produced by a summary of the model may be wrong.
一个summary的模型所产生的标准误差可能是错误的。
注意----------Note----------
This family function works only for intercept-only models, i.e., y ~ 1 where y is the response.
这的家庭功能仅适用于仅截距模型,即,y ~ 1y是响应。
The estimate of shape is attached to the misc slot of the object, which is a list and contains the component shape.
估计shape安装的misc插槽的对象,这是一个列表,并包含该组件shape。
As Newton-Raphson is used, the working weights are sometimes negative, and some adjustment is made to these to make them positive.
正如使用Newton-Raphson法,工作的权重是有时是消极的,和一些调整这些并使它们积极。
Like expexp, good initial values are needed. Convergence may be slow.
类似expexp,良好的初始值是必要的。收敛速度可能很慢。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Exponentiated exponential family: an alternative to gamma and Weibull distributions, Biometrical Journal, 43, 117–130.
参见----------See Also----------
expexp, CommonVGAMffArguments.
expexp,CommonVGAMffArguments。
实例----------Examples----------
# Ball bearings data (number of million revolutions before failure)[球轴承数据(故障前的万转数)]
bbearings = data.frame(y = c(17.88, 28.92, 33.00, 41.52, 42.12, 45.60,
48.80, 51.84, 51.96, 54.12, 55.56, 67.80, 68.64, 68.64,
68.88, 84.12, 93.12, 98.64, 105.12, 105.84, 127.92,
128.04, 173.40))
fit = vglm(y ~ 1, expexp1(ishape = 4), bbearings, trace = TRUE,
maxit = 50, checkwz = FALSE)
coef(fit, matrix = TRUE)
Coef(fit) # Authors get c(0.0314, 5.2589) with log-lik -112.9763[得到C(0.0314,5.2589),数力-112.9763]
fit@misc$shape # Estimate of shape[估计形状]
logLik(fit)
# Failure times of the airconditioning system of an airplane[飞机上的空调系统的故障时间]
acplane = data.frame(y = c(23, 261, 87, 7, 120, 14, 62, 47,
225, 71, 246, 21, 42, 20, 5, 12, 120, 11, 3, 14,
71, 11, 14, 11, 16, 90, 1, 16, 52, 95))
fit = vglm(y ~ 1, expexp1(ishape = 0.8), acplane, trace = TRUE,
maxit = 50, checkwz = FALSE)
coef(fit, matrix = TRUE)
Coef(fit) # Authors get c(0.0145, 0.8130) with log-lik -152.264[得到C(0.0145,0.8130),数力-152.264]
fit@misc$shape # Estimate of shape[估计形状]
logLik(fit)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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